+81.1%
ETN vs CPRT
-28.6%
+109.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -6.7% | +8.2% | -14.9% | -8.5% |
| 3M | +3.6% | +2.3% | +1.3% | +2.8% |
| 6M | +18.3% | -14.7% | +33.1% | +25.8% |
| YTD | +31.5% | -18.2% | +49.6% | +41.5% |
| 1Y | +20.6% | -33.4% | +53.9% | +43.9% |
| All | +81.1% | -28.6% | +109.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling